One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,4,5)(3,7,8,6)(9,10,13,14)(11,15,12,16)(17,18)(19,20)(21,22)(23,24)(26,30)(31,33)(32,36)(38,39)(2,5)(6,7)(10,14)(15,16)(18,21)(19,23)(25,26,29,30)(27,33,35,31)(28,36,37,32)(34,38,40,39)(9,11,13,12)(10,15,14,16)(17,19)(18,20)(21,24)(22,23)(25,26)(27,31)(28,32)(29,30)(33,35)(34,38)(36,37)(39,40)(1,3)(2,6)(4,8)(5,7)(9,12,13,11)(10,16,14,15)(17,20,22,24)(18,23,21,19)(25,27,29,35)(26,31,30,33)(28,34,37,40)(32,38,36,39)(1,2)(3,6)(4,5)(7,8)(9,10)(11,15)(12,16)(13,14)(17,21,22,18)(19,24,23,20)(25,28)(26,32)(27,34)(29,37)(30,36)(31,38)(33,39)(35,40)A Cayley diagram is a choice, not a fact about the group. Another drawing of this group — in a book, or on a different generating set — may look nothing like this one.